Transamerica Inflation Opportunities Fund Market Value
| TIOCX Fund | USD 9.42 0.00 0.00% |
| Symbol | Transamerica |
Transamerica Inflation 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Transamerica Inflation's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Transamerica Inflation.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Transamerica Inflation on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Transamerica Inflation Opportunities or generate 0.0% return on investment in Transamerica Inflation over 30 days. Transamerica Inflation is related to or competes with Transamerica Emerging, Transamerica Emerging, Transamerica Emerging, Transamerica Capital, Transamerica, Transamerica Large, and Transamerica Large. The fund normally invests primarily in inflation-protected securities issued by the U.S More
Transamerica Inflation Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Transamerica Inflation's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Transamerica Inflation Opportunities upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.45) | |||
| Maximum Drawdown | 1.07 | |||
| Value At Risk | (0.43) | |||
| Potential Upside | 0.3198 |
Transamerica Inflation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transamerica Inflation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transamerica Inflation's standard deviation. In reality, there are many statistical measures that can use Transamerica Inflation historical prices to predict the future Transamerica Inflation's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.34) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Transamerica Inflation's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Transamerica Inflation Backtested Returns
Transamerica Inflation owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0373, which indicates the fund had a -0.0373% return per unit of risk over the last 3 months. Transamerica Inflation Opportunities exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Transamerica Inflation's Coefficient Of Variation of (5,785), variance of 0.0673, and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of 0.0429, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Transamerica Inflation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Transamerica Inflation is expected to be smaller as well.
Auto-correlation | -0.42 |
Modest reverse predictability
Transamerica Inflation Opportunities has modest reverse predictability. Overlapping area represents the amount of predictability between Transamerica Inflation time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Transamerica Inflation price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Transamerica Inflation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Transamerica Inflation lagged returns against current returns
Autocorrelation, which is Transamerica Inflation mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Transamerica Inflation's mutual fund expected returns. We can calculate the autocorrelation of Transamerica Inflation returns to help us make a trade decision. For example, suppose you find that Transamerica Inflation has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Transamerica Inflation regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Transamerica Inflation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Transamerica Inflation mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Transamerica Inflation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Transamerica Inflation Lagged Returns
When evaluating Transamerica Inflation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Transamerica Inflation mutual fund have on its future price. Transamerica Inflation autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Transamerica Inflation autocorrelation shows the relationship between Transamerica Inflation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Transamerica Inflation Opportunities.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Transamerica Mutual Fund
Transamerica Inflation financial ratios help investors to determine whether Transamerica Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Transamerica with respect to the benefits of owning Transamerica Inflation security.
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